設定パラメータ

戦略パラメータ

すなっちゃん Spear

SUNACCHAN_PARAMS = {
    "target_dte_min": 14,
    "target_dte_max": 21,
    "spread_width": 3.0,
    "risk_per_trade": 0.05,
    "max_strategy_risk": 0.15,
    "profit_target": 0.80,
    "stop_loss": 0.30,
    "max_hold_days": 10,
}

Beat Shield

BEAT_PARAMS = {
    "target_dte_min": 25,
    "target_dte_max": 35,
    "spread_width": 5.0,
    "risk_per_trade": 0.02,
    "max_strategy_risk": 0.08,
    "profit_target": 0.60,
    "stop_loss": 0.50,
    "max_hold_days": 30,
}

---

バックテスト設定

BACKTEST_CONFIG = {
    "start_date": "2019-08-01",
    "end_date": "2025-11-21",
    "initial_capital": 50000,
    "slippage": 0.06,
    "commission_per_contract": 0.65,
}

---

銘柄ユニバース

SYMBOLS = [
    "AAPL", "MSFT", "GOOGL", "AMZN", "META",
    "NVDA", "TSLA", "AMD", "NFLX", "CRM",
    # ... 56銘柄
]